+8.3%
DIS vs ALAB
+23.1%
-14.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +4.1% |
| 7D | +9.1% | -24.9% | +34.0% | +8.6% |
| 30D | +14.8% | -38.4% | +53.2% | +14.0% |
| 3M | +21.2% | -38.3% | +59.4% | +20.6% |
| 6M | +18.3% | +10.9% | +7.4% | +15.4% |
| YTD | +5.4% | +34.2% | -28.9% | +0.4% |
| 1Y | +8.3% | +24.5% | -16.3% | +3.7% |
| All | +8.3% | +23.1% | -14.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling